How to Make Money in Microseconds

Donald MacKenzie

How to Make Money in Microseconds

School of Social and Political Science

Research output: Contribution to journal › Article

Abstract

What goes on in stock markets appears quite different when viewed on different timescales. Look at a whole day’s trading, and market participants can usually tell you a plausible story about how the arrival of news has changed traders’ perceptions of the prospects for a company or the entire economy and pushed share prices up or down. Look at trading activity on a scale of milliseconds, however, and things seem quite different.

Original language	English
Pages (from-to)	16-18
Number of pages	3
Journal	London Review of Books
Volume	33
Issue number	10
Publication status	Published - 19 May 2011

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How to Make Money in Microseconds
© MacKenzie, D. (2011). How to Make Money in Microseconds. London Review of Books, 16-18.
Final published version, 71.9 KB

http://www.lrb.co.uk/v33/n10/donald-mackenzie/how-to-make-money-in-microseconds

Understanding and Governing Complex Financial Instruments: A 'Social Studies of Finance' Investigation of Multi-Name Credit Derivatives
MacKenzie, D. & Hardie, I.
ESRC
1/09/09 → 31/05/13
Project: Research

Cite this

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How to Make Money in Microseconds

Abstract

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Projects

Understanding and Governing Complex Financial Instruments: A 'Social Studies of Finance' Investigation of Multi-Name Credit Derivatives

Cite this